Introduction to Econometrics has been significantly revised to include new developments in the
field. The previous editions of this text were renowned for Maddala's clear exposition and the
presentation of concepts in an easily accessible manner.
Features:
- New chapters have been included on panel data analysis, large sample inference and small sample inference
- Chapter 14 Unit Roots and Cointegration has been rewritten to reflect recent developments in the Dickey Fuller (DF), the Augmented Dickey Fuller (ADF) tests and the Johansen procedure
- A selection of data sets and the instructor’s manual for the book
Comments on the previous edition:
‘Maddala is an outstanding econometrician who has a deep understanding of the use and
potential abuse of econometrics...’
‘The strengths of the Maddala book are its simplicity, its accessibility and the large number
of examples the book contains...’
'The second edition is well written and the chapters are focused and easy to follow from
beginning to end. Maddala has an outstanding grasp of the issues, and the level of mathematics
and statistics is appropriate as well.’
G.S. Maddala passed away in June 1999 and had been a leading figure in the econometrics
profession for more than three decades. At the time of his death, he held the University Eminent
Scholar Professorship in the Department of Economics at Ohio State University. His previous
university affiliations include Stanford University, University of Rochester and University of
Florida.
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